Lipschitz modulus of the optimal set mapping in convex optimization via minimal subproblems

Cánovas, M.J.; Hantoute, A.; Parra, J.; López, M.A.

Keywords: convex programming, metric regularity, Lipschitz modulus

Abstract

In this paper we relate the Lipschitz modulus of the optimal set mapping of a canonically perturbed convex optimization problem in Rn with the Lipschitz moduli of suitable subproblems with exactly n constraints. This approach allows us to simplify other expressions for the modulus given in [8] in terms of dc functions involving the problem's data.

Más información

Título de la Revista: Pacific Journal of Optimization
Volumen: 4
Número: 3
Editorial: Yokohama Publishers
Fecha de publicación: 2008
Página de inicio: 411
Página final: 422
Idioma: English
Financiamiento/Sponsor: This research has been partially supported by grants MTM2005-08572-C03 (01-02), MTM2006-27491-E from MEC (Spain) and FEDER (E.U.), and ACOMP/2007/247-292, from Generalitat Valenciana (Spain).
Notas: ISI